+36.7%
LIN vs SEDG
-65.9%
+102.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | +2.1% | -13.3% | +15.4% | +2.4% |
| 30D | +6.8% | -21.9% | +28.6% | +7.3% |
| 3M | +10.4% | -25.9% | +36.3% | +10.9% |
| 6M | +3.2% | -44.2% | +47.4% | +3.5% |
| YTD | +24.6% | -17.3% | +41.9% | +22.9% |
| 1Y | +24.4% | -34.5% | +58.9% | +23.5% |
| 3Y | +36.7% | -66.7% | +103.4% | +31.8% |
| All | +36.7% | -65.9% | +102.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling